A SURROGATE RELAXATION BASED ALGORITHM FOR A GENERAL QUADRATIC MULTI-DIMENSIONAL KNAPSACK-PROBLEM

被引：23
|
作者：
DJERDJOUR, M
MATHUR, K
SALKIN, HM
机构：
[1] Case Western Reserve Univ,, Cleveland, OH, USA, Case Western Reserve Univ, Cleveland, OH, USA
来源：
OPERATIONS RESEARCH LETTERS | 1988年 / 7卷 / 05期
关键词：
BUDGET CONTROL - Mathematical Models - MATHEMATICAL TECHNIQUES - Algorithms;
D O I：
10.1016/0167-6377(88)90041-7
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
We develop a framework to solve a General Quadratic Multi-dimensional Knapsack Problem using surrogate relaxation. This paper exploits the fact that a continuous single constraint quadratic knapsack problem can be solved by inspection by a given procedure. A preliminary computational study indicates that the proposed algorithm is much more efficient than some of the alternate procedures.
引用
收藏
页码：253 / 258
页数：6
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